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I assume you are referring to "Extraordinary Popular Delusions and the Madness of Crowds"? Interesting book. A bit dry due to the old writing style. The bits on the financial bubbles were interesting -- but the bits on alchemy and witch hunts dragged a bit. The book makes clear evidence...

Unless you are claiming that the weight of extra fuel is hurting your gas mileage, you realize that at the end of the day you are paying the same amount? You either pay more now and fill later, or pay less now and fill sooner. Whether you fill it up or cap it off at $25 ... by the end of...

Most top 10 programs seem to use some sort of functional language in first or second year introductory courses. Scheme is particularly popular, perhaps primarily due to the rather famous <a href="http://mitpress.mit.edu/sicp/">SICP</a>. At Cornell, we used <a...

Whoops, you found my other identity.

What's the saying, "the only thing that goes up in a down market is correlation"?

It's possible. I made $100 grand today too. See? <img src="http://www.crimerant.com/wp-content/uploads/2007/10/100grand.jpg"></img>

Maybe I would get more views if I put "Holy Grail" or "Black Monday" in the thread title...

i read these forums every day for a couple minutes, trying to wade through the crap to find the gems. After two years of investing and trading, I think I am finally able to sum up all of my learning into two sentences. I wanted your thoughts... Indicators, from simple to complex...

In my humblest opinion, VaR is a waste of time. I don't care if you have a 99% confidence that you won't reach that point -- the fat tail coupled with that 1% chance might wipe you out. Expected Shortfall is a much more realistic measure of risk. Quite simply, you need stable (logarithmic)...

Well, thank you.

...:confused:

I have done some research on stops as well, and I classify two types of stops: static and dynamic. Static stops are stops that don't really vary based on position. I chose 5%, 10%, 2ATR and 3ATR both static and trailing stops. For my test, I chose random points in time on the S&P 500...

The Mediterranean? GULF and PMNA seem to be the only ways to play it at the moment, but I like the potential...

Made me think of <a href="http://stuffwhitepeoplelike.com/2008/01/22/17-gifted-children/">this</a>

The pendulum seemed to sweep in my family: OCD for the first borth, nothing for me, ADHD for the youngest. We are odd in that way. I have seen first hand both the beneficial and devastating effects of both of these 'disorders'. That is exactly what they are: disorders. Well, at least the...

Wow! Thank you for sharing such an intriguing strategy ... definitely a very unique concept and I can see how it can be very effective! I will give it a go!

Does anybody have a good, quantitative (!!) method for identifying ranging markets? My best bet here was to derive a 'price-efficiency' metric, where I measure price change over N days relative to the ATR over those N days. It is pretty self-explanatory how this would work. Another...

First of all, back-testing over a long (10-20 year) period with many, many trades (tens of thousands) would give me a good idea as to what the distribution of my results should look like -- so that I can determine whether any draw down is within reason. Then, I would look at the trade logs...

Blah blah blah, BMW already made a hydrogen 7 series a year and a half ago... <a href="http://www.autobloggreen.com/2006/09/12/bmw-officially-announces-the-bmw-hydrogen-7/">Clicky</a>

Well, it really depends on the fitness function. But considering genetic algorithms are essentially <a href="http://en.wikipedia.org/wiki/Randomized_algorithm">Randomized Algorithms</a>, to an extent, I am sure you could formulate a proof as to exactly how much faster you will approach an...